Commercial space pioneer Elon Musk has already accomplished something that previously only three nations had done before: launched and returned a spacecraft safely from orbit. But the rocket builder isn't stopping there, and TV's Jon Stewart wants to know why.

Musk, the CEO of Space Exploration Technologies (SpaceX), appeared Tuesday (April 10) on Stewart's The Daily Show to discuss the company's upcoming test flight of an unmanned capsule to the International Space Station.

SpaceX is scheduled to launch its robotic Dragon spacecraft to the orbiting outpost on April 30. The mission is designed to test the capsule's ability to haul cargo to the complex. If successful, Dragon will be the first privately built spacecraft to rendezvous and dock with the space station.

"The four entities that have done that are the United States, China, the Soviet Union, and Elon Musk," Stewart said as he welcomed the entrepreneur onto Comedy Central's popular talk show. [Gallery: Dragon, SpaceX's Private Spacecraft]

"Yes, that's right," Musk said on The Daily Show. "I had some help, but yeah."

Musk, who founded SpaceX in 2002, is also the CEO of Tesla Motors and co-founder of the online payment system PayPal. He told the TV comedian that his ambitions took root in college, when he identified three primary areas of interest: the internet, sustainable energy and space exploration.

"We all thought that, but none of us could have done anything about it," Stewart joked. "We just got high and played Dungeons and Dragons."

But Musk persevered, and the sale of PayPal enabled him to establish SpaceX.

"I thought about these things kind of in the abstract in college," Musk said. "I didn't expect I would be doing them, but it just sort of turned out that way."

Still, the entrepreneur encountered hurdles along the way, and he discussed some of the early challenges with Stewart.

"Initially, I had to provide all of the funding for SpaceX and Tesla myself, because rockets are pretty far out of the comfort zone of venture capitalists," he said.

SpaceX eventually plans to use a version of the Dragon capsule to carry astronauts and other paying customers to low-Earth orbit. As the company grows and sets even loftier goals, the spaceflight firm could find themselves competing not only with other private enterprises, but other nations as well.

"It is a strange place to be," Musk said, acknowledging the role of his company in the future of commercial spaceflight. "The head of the Russian space program is coming to visit soon."

You can follow SPACE.com staff writer Denise Chow on Twitter @denisechow. Follow SPACE.com for the latest in space science and exploration news on Twitter @Spacedotcom and on Facebook.